Oil lamps come in many varieties, but they all work in a similar fashion.
The oil lamp is one of the first methods of alternative lighting used by our ancestors. The use of oil lamps can be traced back to the Mesolithic age in the form of saucer shaped rocks. The technology behind oil lamps is quite simple and produces light that is brighter than candlelight. Essentially all that is needed to create an oil lamp is a vessel to serve as a fuel well, a wick, and a fuel oil.
Many of today's oil lamps have a wheel that allows you to adjust the amount of exposed wick.
Though the first oil lamps were composed of such materials as hollowed stones and shells, these are hardly the safest alternatives. These lamps progressed into saucers, bowls, covered bowls with spouts, and ultimately into the oil lamps that you can recognize commercially today with a metal well and a wheel that moves the wick up and down inside of a glass hurricane shield. In a pinch you can create an oil lamp out of just about any non-flammable container with an opening that will accept a wick. The only purpose that the vessel serves is holding a quantity of fuel oil.
This is an example of a modern decorative oil lamp used for lighting.
Wicking has been made from several materials, but just about any natural fiber can create an acceptable wick. Reeds, rush, linen and papyrus have been used in the past. Flax and hemp are used more frequently today, and cotton is the most commonly used commercial wicking material. Essentially, the job of the wick is simply to move the fuel away from the well and to the flame. Originally wicks were simply lain with one end in the fuel oil, but became safer and more portable when wicks were inserted into spout-like protrusions most commonly referred to as nozzles. Today's commercially produced oil lamps shut the fuel oil into the well and keep the lit end of the wick well elevated and separated from the fuel source.
All that is really needed to create an oil lamp is a vessel, a fuel oil, and a wick.
Whale oil, peanut oil, fish oil, nut oils, and castor oil are among some of the oils that have been used successfully as lamp fuel oils. Above these, olive oil had been the oil of choice before refined lamp oils were produced for both household and ceremonial use. Today you will most often find oil lamps burning pure paraffin oil (which is nearly smokeless and odorless) or kerosene. These oils are cleaner, more efficient and produce more light than olive oil in oil lamps.